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We study the first-order convex optimization problem, where we have black-box access to a (not necessarily smooth) function $f:\mathbb{R}^n \to \mathbb{R}$ and its (sub)gradient. Our goal is to find an $\epsilon$-approximate minimum of $f$…

数据结构与算法 · 计算机科学 2020-10-06 Ankit Garg , Robin Kothari , Praneeth Netrapalli , Suhail Sherif

We lower bound the complexity of finding $\epsilon$-stationary points (with gradient norm at most $\epsilon$) using stochastic first-order methods. In a well-studied model where algorithms access smooth, potentially non-convex functions…

最优化与控制 · 数学 2022-03-01 Yossi Arjevani , Yair Carmon , John C. Duchi , Dylan J. Foster , Nathan Srebro , Blake Woodworth

We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…

最优化与控制 · 数学 2020-06-26 Xiaopeng Luo , Xin Xu , Daoyi Dong

In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…

最优化与控制 · 数学 2026-02-19 Grant Norman , Conor Rowan , Kurt Maute , Alireza Doostan

We review the theory of, and develop algorithms for transforming a finite point set in ${\bf R}^d$ into a set in \emph{radial isotropic position} by a nonsingular linear transformation followed by rescaling each image point to the unit…

计算几何 · 计算机科学 2020-05-12 Shiri Artstein-Avidan , Haim Kaplan , Micha Sharir

We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an online learning algorithm and provably accelerates gradient-based…

最优化与控制 · 数学 2024-11-07 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

最优化与控制 · 数学 2020-11-04 Lenaic Chizat

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

最优化与控制 · 数学 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

最优化与控制 · 数学 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

Finding latent structures in data is drawing increasing attention in diverse fields such as image and signal processing, fluid dynamics, and machine learning. In this work we examine the problem of finding the main modes of gradient flows.…

动力系统 · 数学 2020-12-29 Ido Cohen , Omri Azencot , Pavel Lifshitz , Guy Gilboa

This paper develops fast graph Fourier transform (GFT) algorithms with O(n log n) runtime complexity for rank-one updates of the path graph. We first show that several commonly-used audio and video coding transforms belong to this class of…

信号处理 · 电气工程与系统科学 2024-09-16 Samuel Fernández-Menduiña , Eduardo Pavez , Antonio Ortega

We consider nonconvex-concave minimax problems, $\min_{\mathbf{x}} \max_{\mathbf{y} \in \mathcal{Y}} f(\mathbf{x}, \mathbf{y})$, where $f$ is nonconvex in $\mathbf{x}$ but concave in $\mathbf{y}$ and $\mathcal{Y}$ is a convex and bounded…

机器学习 · 计算机科学 2024-05-06 Tianyi Lin , Chi Jin , Michael I. Jordan

Zhang et al. introduced a novel modification of Goldstein's classical subgradient method, with an efficiency guarantee of $O(\varepsilon^{-4})$ for minimizing Lipschitz functions. Their work, however, makes use of a nonstandard subgradient…

最优化与控制 · 数学 2022-02-17 Damek Davis , Dmitriy Drusvyatskiy , Yin Tat Lee , Swati Padmanabhan , Guanghao Ye

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

数值分析 · 数学 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

We study the iteration complexity of stochastic gradient descent (SGD) for minimizing the gradient norm of smooth, possibly nonconvex functions. We provide several results, implying that the $\mathcal{O}(\epsilon^{-4})$ upper bound of…

机器学习 · 计算机科学 2021-07-30 Yoel Drori , Ohad Shamir

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

最优化与控制 · 数学 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan

Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…

最优化与控制 · 数学 2025-04-25 Nazanin Abolfazli , Sina Sharifi , Mahyar Fazlyab , Erfan Yazdandoost Hamedani

Deep learning experiments by Cohen et al. [2021] using deterministic Gradient Descent (GD) revealed an Edge of Stability (EoS) phase when learning rate (LR) and sharpness (i.e., the largest eigenvalue of Hessian) no longer behave as in…

机器学习 · 计算机科学 2022-10-31 Sanjeev Arora , Zhiyuan Li , Abhishek Panigrahi

We propose a novel generalization of the conditional gradient (CG / Frank-Wolfe) algorithm for minimizing a smooth function $f$ under an intersection of compact convex sets, using a first-order oracle for $\nabla f$ and linear minimization…

最优化与控制 · 数学 2024-10-11 Zev Woodstock , Sebastian Pokutta